Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 667,415 CHF | 223,472 CHF | 98.68% | 98.68% |
12/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 678,367 CHF | 227,122 CHF | 98.77% | 98.77% |
11/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 716,755 CHF | 239,918 CHF | 99.22% | 99.22% |
10/07/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 721,420 CHF | 241,473 CHF | 97.38% | 97.38% |
09/07/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 709,848 CHF | 237,616 CHF | 98.39% | 98.39% |
08/07/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 686,489 CHF | 229,830 CHF | 97.36% | 97.36% |
05/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 672,820 CHF | 225,274 CHF | 98.57% | 98.57% |
04/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 672,077 CHF | 225,026 CHF | 93.09% | 93.09% |
03/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 674,355 CHF | 225,785 CHF | 99.23% | 99.23% |
02/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 694,245 CHF | 232,415 CHF | 98.87% | 98.87% |